Basics of Applied Stochastic Processes is popular PDF and ePub book, written by Richard Serfozo in 2009-01-24, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Basics of Applied Stochastic Processes can be Read Online from any device for your convenience.
Basics of Applied Stochastic Processes Book PDF Summary
Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time, renewal and regenerative processes, Poisson processes, and Brownian motion. This volume gives an in-depth description of the structure and basic properties of these stochastic processes. A main focus is on equilibrium distributions, strong laws of large numbers, and ordinary and functional central limit theorems for cost and performance parameters. Although these results differ for various processes, they have a common trait of being limit theorems for processes with regenerative increments. Extensive examples and exercises show how to formulate stochastic models of systems as functions of a system’s data and dynamics, and how to represent and analyze cost and performance measures. Topics include stochastic networks, spatial and space-time Poisson processes, queueing, reversible processes, simulation, Brownian approximations, and varied Markovian models. The technical level of the volume is between that of introductory texts that focus on highlights of applied stochastic processes, and advanced texts that focus on theoretical aspects of processes.
Detail Book of Basics of Applied Stochastic Processes PDF
- Author : Richard Serfozo
- Release : 24 January 2009
- Publisher : Springer Science & Business Media
- ISBN : 9783540893325
- Genre : Mathematics
- Total Page : 452 pages
- Language : English
- PDF File Size : 15,5 Mb
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